[VBA]lLastRow = Worksheets("Sheet1").Cells(Rows.Count, 1).End(xlUp).Row [/VBA]

Like going to the bottom cell in Column 1 and pressing Control + Up arrow and getting the row number of the selected cell

[VBA]For Each rCell In ThisWorkbook.Worksheets("Sheet1").Range("A1:A" & lLastRow) [/VBA]

If ILastRow returned 30, this will loop through each cell from A1:A30

Delete column can be tidied up to
[VBA]Sub Deletecolumn()
ActiveWorkbook.Sheets.Select
Columns("B:AG").Delete
Columns("C:BF").Delete
Range("C1") = "RECEIVE_CCY"
Columns("E:F").Delete
Columns("G:AC").Delete
Columns("H:H").Select
Range(Columns("H:H"), Columns("H:H").End(xlToRight)).Delete
End Sub
[/VBA]
Do you really mean to run this on all sheets? see first line of code.